Hedging in discrete time under transaction costs and continuous-time limit (Q4261295): Difference between revisions
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Latest revision as of 00:34, 20 March 2024
scientific article; zbMATH DE number 1330852
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hedging in discrete time under transaction costs and continuous-time limit |
scientific article; zbMATH DE number 1330852 |
Statements
Hedging in discrete time under transaction costs and continuous-time limit (English)
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14 June 2000
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martingale
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discrete-time financial market model
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transaction costs
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super-replication
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